Speeduser7533 I'm not specifically aware of any bug, but I suppose it could be an issue with the built-in messaging application, which I don't use, and frankly, a lot of people don't use. QUIK is a very popular messaging application.
Now one thing that I remember being a bit of a thorn for MMS messages, is "APN" settings. I honestly don't even know where to find these settings any more, or if this is completely out of date information, but I recall from the past that MMS is delivered over a different APN typically than data, and it has to actually switch. If your MMS APN settings are wrong, that could explain the behavior you are seeing.
What service provider are you using? Maybe someone else using that provider can indicate how MMS messages work for them.